-18.4%
CDNS vs WAB
+49.7%
-68.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -1.1% | +0.1% | -1.3% | -1.2% |
| 30D | -10.4% | -4.1% | -6.4% | -9.7% |
| 3M | -24.6% | +8.2% | -32.8% | -26.1% |
| 6M | -1.6% | +15.4% | -17.0% | -7.4% |
| YTD | -7.4% | +33.1% | -40.6% | -20.0% |
| 1Y | -18.4% | +48.1% | -66.5% | -34.1% |
| All | -18.4% | +49.7% | -68.1% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling